What exactly you want to get? "Something like this" doesn't explain much.
You want custom draw window instead of default look? That's done with Layered Windows:
https://msdn.microsoft.com/en-us/...ows/desktop/ms632599.aspx#layered
Layered Windows allows to create windows with any shape or color, or image.
Create virtual desktops/workspaces? You probably will simply need to hide and show back windows manually. Builtin API doesn't provide that. Maybe only on Windows 10 now.